Commit Graph

315 Commits (270f8d7b1d9fb401087e277f0824097ec9f87a4e)

Author SHA1 Message Date
sebastien 270f8d7b1d k-order:
* in the preprocessor, fail if k_order_solver given without use_dll
* updated the reference manual, in particular w.r. to the new wiki page on MEX compilation under Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3216 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 11:50:58 +00:00
houtanb 65a6e5cf6e swz: implementation of svar
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3214 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-09 00:38:53 +00:00
george aa9f25129f added missing " >> mex.def" for mexFunction as Matlab could not find mexFunction any more
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3213 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 18:45:33 +00:00
houtanb 0adc9f8842 swz: markov switching statement
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3212 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 16:46:13 +00:00
michel e9ae994ea2 4.1 preprocessor: removing -v option in mex under Linux
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3211 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 15:12:59 +00:00
michel 981d8cba60 mex for Linux (to be tested)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3210 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 14:02:02 +00:00
michel 131c90ceba 4.1 preprocessor: exporting "Dynamic" symbol is necessary only in Windows; added test for ispc
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3209 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 12:00:55 +00:00
michel fc719ad8c7 4.1 preprocessor: exporting Dynamic symbol when making mex file for dynamic model with Matlab
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3208 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-08 11:49:25 +00:00
houtanb 1f72431ec4 swz: svar_identification
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3194 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-04 21:32:19 +00:00
sebastien f2ea29254d M-files and preprocessor:
* removed "options_.simul", and instead test if "options_.periods" is non-zero
* test for the incompatibility of options "periods" and "hp_filter" in "stoch_simul.m", instead of in the preprocessor
Reference manual:
* removed "simul" options, updated "periods"
* updated "order" option (for 3rd order)
* added "k_order_solver" option
* give some hints for installing a compiler for users of MATLAB for Windows


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3188 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 17:51:47 +00:00
sebastien 9780bc1727 Removed last remnants of "ct_" global variable
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3187 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 16:30:56 +00:00
houtanb c32dc7de28 slight bug fix: allow vec_int type to be specified with commas
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3181 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-12-01 12:17:44 +00:00
michel 338fb39638 4.1: add preprocessor interface for k_order_solver
rename use_k_order to k_order_solver in Matlab procedures
     fix tests


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3179 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 19:54:45 +00:00
sebastien 8a87993000 preprocessor: fixed option "use_dll" (and therefore "k_order_solver") for Octave
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3178 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 16:36:00 +00:00
houtanb ccb1f9ce94 swz keywords and structure introduced for future implementation of functionality
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3174 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-30 00:38:26 +00:00
sebastien 4419f4aa51 preprocessor: allow the omission of model block when sbvar or ms_sbvar statement is used
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3169 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-26 17:25:04 +00:00
sebastien 8292da37c3 Fixes for ticket #57
preprocessor:
* add a field "M_.orig_endo_nbr" containing the nbr of endogenous before adding aux vars
* always provide "M_.aux_vars" (define it to "[]" when there is no aux var)
* rename "M_.aux_vars().orig_endo_index" to "M_.aux_vars().orig_index"

M-files:
* for commands which accept a list of variables (stoch_simul, osr, estimation, dynasave, dynatype, datatomfile), when no variable is given, use only the set of original endogenous (without aux vars) as the default
* when displaying the decision rule, when there is aux vars in the state variables, replace them by their original name (with the right lag)
* in "steady", don't display aux vars
* special exception for ramsey policy: all vars (including aux vars) are displayed, because the system of aux vars from ramsey policy is not compatible with the aux vars from the preprocessor


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3166 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-25 10:22:39 +00:00
sebastien 05071c6295 preprocessor: when there is no computing task, compute the hessian in the dynamic file
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3147 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-12 17:01:26 +00:00
sebastien 5568e622b8 preprocessor:
* fixed a bug with EXPECTATION operator: now handle model local variables
* substitute EXPECTATION operator even in deterministic models (for avoiding crashes, even if use of this operator doesn't make sense there)
* forbid the use of EXPECTATION and STEADY_STEATE outside model block
* minor implementation changes in EXPECTATION and STEADY_STATE operators

reference manual:
* documented EXPECTATION and STEADY_STATE operators
* added a note in write_latex_{static,dynamic}_model commands documentation about auxiliary variables and other model transformations


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3145 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 15:13:47 +00:00
sebastien 3fdeeca2a1 predetermined_variables: fixed a bug in M_.predetermined_variables
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3144 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:07:31 +00:00
sebastien 6bd2cb04de predetermined_variables:
* reworked a little bit the implementation
* documented the command in the reference manual
* added a test


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3143 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-09 11:03:18 +00:00
houtanb 07ba8ebdee implements predetermined_variables operator
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3137 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-07 18:37:11 +00:00
sebastien bd43182acc * preprocessor: make optional the warnings about uninitialized parameters/endogenous/exogenous, added a new "warn_uninit" option to dynare command to display them
* reference manual: documented the new option, fixed XML conformance of the document


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3135 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:31:03 +00:00
sebastien 51e1a77649 preprocessor: cosmetic changes
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3134 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-06 18:19:52 +00:00
sebastien 2e585124e9 preprocessor: always create a dynamic model file, even when there is no Dynare command needing it
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3126 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-05 09:59:30 +00:00
michel 4cd9e87d37 4.1: removed preprocessor useless initialization of
estim_params_.param_names
     estim_params_.user_param_names


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3125 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-04 20:40:36 +00:00
houtanb 97d65a0096 added default cases to remove gcc warnings
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3116 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-11-02 18:31:50 +00:00
stepan 4784538a62 Removed changes introduced in revision 3108.
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3111 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 10:54:58 +00:00
stepan a966f0e917 Merge branch 'master' of git@vandrezanne.net:/home/git/repositories/dynare
Conflicts:
	preprocessor/DynamicModel.cc

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3108 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-31 07:55:10 +00:00
sebastien 8bd114300a Various minor changes for compatibility with MS Visual C++ and GCC 4.4
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3105 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 16:29:16 +00:00
houtanb e45d3a4cb2 changed expectation operator from BinaryOpNode to UnaryOpNode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3102 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-30 05:21:54 +00:00
sebastien 760085d6fe preprocessor: clean-up workaround for acosh(), asinh(), atanh() on Win 64 platforms
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3101 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-29 17:16:10 +00:00
ferhat 57c3ef7934 - Correction in the memory allocation (new - delete used with object)
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3076 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-23 11:26:29 +00:00
stepan a8bc077ede * Bug fix.
* Changed the conditional forecast section in the manual.
* Removed the calibration token from the preprocessor.

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3067 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 15:56:32 +00:00
sebastien 5d013c6017 preprocessor: fixed bug in "plot_conditional_forecast"
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3066 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-22 14:42:12 +00:00
sebastien ab7bcdd304 Added a new option "partial_information" to stoch_simul, estimation, osr, ramsey_policy
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3063 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:55:31 +00:00
sebastien 2761b4c016 preprocessor: remove unnecessary stuff ("forecast" has not the same rank than "stoch_simul/estimation/osr/ramsey_policy")
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3062 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 16:17:27 +00:00
sebastien 8e8a6d74d7 AIM solver:
* added interface in the MOD file, with a new option "aim_solver" to stoch_simul and estimation
* documented the option in the reference manual


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3059 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-20 15:44:56 +00:00
ferhat 2052c08732 - adds a new option in simul command when block and bytecode options are used : minimal_solving_periods. With bytecode option, the linear solver is applied only on the first periods. As soon as the set of operations remains the same from one period to another, they are repeated for the remaining periods. In some cases the linear solver could encounter exact or near singularities. To avoid these effects, this new option allows the user to extend the minimal number of periods where the model has to be solved.
- corrects some mod files.
- In steady command, get check argument from bytecode dll

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3051 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-18 15:18:16 +00:00
sebastien 337bde2589 * Preprocessor: implemented interface to conditional forecast, with three new statements: "conditional_forecast", "conditional_forecast_paths" and "plot_conditional_forecast"
* Reference manual: created a section on forecasting (with "forecast" option), and added the three new statements to that section


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3049 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 17:23:57 +00:00
ferhat c752ca6122 - use of classes to describe the bytecode tags
- use static option for bytecode instead of steady_state option

git-svn-id: https://www.dynare.org/svn/dynare/trunk@3048 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-16 16:34:27 +00:00
sebastien c8080438ad Preprocessor:
* new options to "identification" statement: "ar", "useautocorr", "load_ident_files", "prior_mc"
* implement the call to dynare_identification() when "identification" statement is encountered
* new options to "dynare_sensitivity" statement: "ar", "useautocorr", "load_ident_files"
* trigger computation of model derivatives w.r. to parameters when "identification" option of "dynare_sensitivity" statement is used


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3046 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-14 16:16:43 +00:00
sebastien 9ad86bfda2 Preprocessor: fixed grammar for "mode_file" option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3042 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-13 19:15:21 +00:00
sebastien 66684bbb9a preprocessor: implement third-order derivatives in USE_DLL mode
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3036 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-12 16:09:16 +00:00
ferhat 330afb32fe topological sort implemented after the block decomposition for dynamic models
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3035 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-09 10:13:14 +00:00
sebastien 7bfeef5d7f preprocessor:
* fixed substitution of endogenous with leads >= 2: take into account exogenous with leads in non-linear terms
* fixed substitution of exogenous with leads: take into account other variables with leads in non-linear terms


git-svn-id: https://www.dynare.org/svn/dynare/trunk@3027 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 16:34:42 +00:00
sebastien 021e0ebb2e preprocessor: in stochastic mode, create auxiliary variables for exogenous with non-zero lead/lag
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3026 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 14:07:13 +00:00
ferhat faa1f2111a avoid useless iteration in simulation of simple equations
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3025 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-07 09:31:58 +00:00
michel 3ed36840f9 added possibility to call user defined optimizing routine with mode_compute option
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3023 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 14:40:49 +00:00
sebastien b7fe92c012 preprocessor: always trigger creation of *_dynamic.m file when "identification" is present
git-svn-id: https://www.dynare.org/svn/dynare/trunk@3021 ac1d8469-bf42-47a9-8791-bf33cf982152
2009-10-06 08:56:02 +00:00